Support Board
Date/Time: Tue, 04 Mar 2025 16:37:45 +0000
Post From: Continuous Contracts for Hong Kong Futures Exchange
| [2021-12-14 00:08:59] |
| User19165 - Posts: 346 |
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You can create continuous contracts from HKex through the SC data feed but you will get incorrect backadjusting every rollover on the rollover day only. I have brought this up to SC staff but they just blame their own supplied data. As a result, they have unofficially stated they intend to remove this data feed offering (disappointing). I would have thought the continuous contract functionality was within SC and not restricted to data feed selection?? |